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PIMCO Enhanced Low Duration Active ETF (LDUR)
Performance
Risk-Adjusted Performance
Dividends
Drawdowns
Volatility

ETF Info

ISIN

US72201R7180

CUSIP

72201R718

Issuer

PIMCO

Inception Date

Jan 22, 2014

Region

Developed Markets (Broad)

Leveraged

1x

Index Tracked

No Index (Active)

Asset Class

Bond

Share Price Chart


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Compare to other instruments

Search for stocks, ETFs, and funds for a quick comparison or use the comparison tool for more options.


Popular comparisons:
LDUR vs. GSY LDUR vs. FXAIX LDUR vs. PYLD LDUR vs. BND LDUR vs. USHY LDUR vs. JNK LDUR vs. CDX LDUR vs. BOND LDUR vs. EMNT LDUR vs. JPIE
Popular comparisons:
LDUR vs. GSY LDUR vs. FXAIX LDUR vs. PYLD LDUR vs. BND LDUR vs. USHY LDUR vs. JNK LDUR vs. CDX LDUR vs. BOND LDUR vs. EMNT LDUR vs. JPIE

Performance

Performance Chart

The chart shows the growth of an initial investment of $10,000 in PIMCO Enhanced Low Duration Active ETF, comparing it to the performance of the S&P 500 index or another benchmark. All prices have been adjusted for splits and dividends.


0.00%5.00%10.00%JuneJulyAugustSeptemberOctoberNovember
3.15%
11.50%
LDUR (PIMCO Enhanced Low Duration Active ETF)
Benchmark (^GSPC)

Returns By Period

PIMCO Enhanced Low Duration Active ETF had a return of 4.47% year-to-date (YTD) and 7.00% in the last 12 months. Over the past 10 years, PIMCO Enhanced Low Duration Active ETF had an annualized return of 2.26%, while the S&P 500 had an annualized return of 11.13%, indicating that PIMCO Enhanced Low Duration Active ETF did not perform as well as the benchmark.


LDUR

YTD

4.47%

1M

0.15%

6M

3.15%

1Y

7.00%

5Y (annualized)

1.96%

10Y (annualized)

2.26%

^GSPC (Benchmark)

YTD

24.05%

1M

1.08%

6M

11.50%

1Y

30.38%

5Y (annualized)

13.77%

10Y (annualized)

11.13%

Monthly Returns

The table below presents the monthly returns of LDUR, with color gradation from worst to best to easily spot seasonal factors. Returns are adjusted for dividends.


JanFebMarAprMayJunJulAugSepOctNovDecTotal
20240.66%-0.26%0.48%-0.18%0.68%0.50%1.21%0.61%0.77%-0.31%4.47%
20230.71%-0.59%1.08%0.30%-0.23%-0.33%0.45%0.64%0.04%0.32%1.11%1.96%5.58%
2022-0.40%-0.75%-1.69%-0.35%0.47%-1.16%0.52%-0.53%-0.86%-0.72%0.52%0.67%-4.23%
20210.25%-0.05%-0.07%0.08%0.05%-0.15%0.17%0.01%0.11%-0.42%-0.17%-0.35%-0.55%
20200.75%1.09%-2.20%1.21%1.01%1.35%0.31%0.22%0.21%0.34%-0.18%0.33%4.49%
20190.49%0.48%0.46%0.41%0.23%0.54%0.32%0.46%0.10%0.29%-0.00%0.40%4.27%
2018-0.23%0.11%0.12%0.04%0.37%0.06%0.24%0.13%0.31%0.30%-0.12%0.43%1.77%
20170.43%0.32%-0.01%0.13%0.32%0.37%-0.19%0.44%0.17%0.25%-0.08%-0.12%2.06%
2016-0.41%-0.09%1.05%0.38%0.39%0.23%0.79%0.18%0.17%0.09%-0.24%0.04%2.59%
20150.92%0.14%0.64%0.10%0.35%-0.31%0.27%-0.27%-0.57%0.89%0.26%-0.13%2.30%
20140.15%0.29%-0.05%0.61%0.36%0.14%-0.45%0.80%-0.24%0.01%0.16%0.07%1.84%

Expense Ratio

LDUR features an expense ratio of 0.56%, falling within the medium range.


Expense ratio chart for LDUR: current value at 0.56% compared with the broader market ranging from 0.00% to 2.12%.0.50%1.00%1.50%2.00%0.56%

Risk-Adjusted Performance

Risk-Adjusted Performance Rank

The current risk-adjusted rank of LDUR is 93, placing it in the top 7% of ETFs on our website in terms of risk-adjusted performance. This ranking is based on the combined values of the indicators listed below.


The Risk-Adjusted Performance Rank of LDUR is 9393
Combined Rank
The Sharpe Ratio Rank of LDUR is 9797
Sharpe Ratio Rank
The Sortino Ratio Rank of LDUR is 9797
Sortino Ratio Rank
The Omega Ratio Rank of LDUR is 9797
Omega Ratio Rank
The Calmar Ratio Rank of LDUR is 7676
Calmar Ratio Rank
The Martin Ratio Rank of LDUR is 9696
Martin Ratio Rank
The risk-adjusted ranks indicate the investment's position relative to the market. A rank closer to 100 signifies top-performing investments, while a rank closer to 0 might suggest underperformance, based on the selected ratio. The values are calculated based on the past 12 months of returns.

Risk-Adjusted Performance Indicators

The charts below present risk-adjusted performance metrics for PIMCO Enhanced Low Duration Active ETF (LDUR) and compare them to a chosen benchmark (^GSPC). These indicators evaluate an investment's returns against its associated risks.


Sharpe ratio
The chart of Sharpe ratio for LDUR, currently valued at 3.45, compared to the broader market0.002.004.006.003.452.46
The chart of Sortino ratio for LDUR, currently valued at 5.68, compared to the broader market-2.000.002.004.006.008.0010.0012.005.683.31
The chart of Omega ratio for LDUR, currently valued at 1.78, compared to the broader market0.501.001.502.002.503.001.781.46
The chart of Calmar ratio for LDUR, currently valued at 3.04, compared to the broader market0.005.0010.0015.003.043.55
The chart of Martin ratio for LDUR, currently valued at 29.49, compared to the broader market0.0020.0040.0060.0080.00100.0029.4915.76
LDUR
^GSPC

The current PIMCO Enhanced Low Duration Active ETF Sharpe ratio is 3.45. This value is calculated based on the past 1 year of trading data and takes into account price changes and dividends.

Use the chart below to compare the Sharpe ratio of PIMCO Enhanced Low Duration Active ETF with the selected benchmark, providing insights into the investment's historical performance in terms of risk-adjusted returns. Go to the Sharpe ratio tool for more fine-grained control over the calculation options.

Rolling 12-month Sharpe Ratio1.502.002.503.003.504.00JuneJulyAugustSeptemberOctoberNovember
3.45
2.46
LDUR (PIMCO Enhanced Low Duration Active ETF)
Benchmark (^GSPC)

Dividends

Dividend History

PIMCO Enhanced Low Duration Active ETF provided a 5.49% dividend yield over the last twelve months, with an annual payout of $5.22 per share. The fund has been increasing its distributions for 2 consecutive years.


1.00%2.00%3.00%4.00%5.00%$0.00$1.00$2.00$3.00$4.00$5.002014201520162017201820192020202120222023
Dividends
Dividend Yield
PeriodTTM2023202220212020201920182017201620152014
Dividend$5.22$4.62$2.09$0.91$2.19$3.13$3.32$2.09$1.86$2.91$1.67

Dividend yield

5.49%4.87%2.22%0.90%2.15%3.14%3.36%2.08%1.85%2.92%1.66%

Monthly Dividends

The table displays the monthly dividend distributions for PIMCO Enhanced Low Duration Active ETF. The dividends shown in the table have been adjusted to account for any splits that may have occurred.


JanFebMarAprMayJunJulAugSepOctNovDecTotal
2024$0.00$0.37$0.36$0.38$0.37$0.38$0.36$0.40$0.41$0.38$0.38$3.78
2023$0.00$0.23$0.27$0.31$0.29$0.31$0.37$0.34$0.35$0.36$0.35$1.44$4.62
2022$0.00$0.08$0.15$0.17$0.18$0.15$0.15$0.17$0.16$0.23$0.21$0.45$2.09
2021$0.00$0.12$0.09$0.09$0.08$0.07$0.07$0.07$0.06$0.06$0.06$0.15$0.91
2020$0.00$0.21$0.20$0.22$0.23$0.18$0.18$0.18$0.15$0.18$0.16$0.30$2.19
2019$0.00$0.23$0.22$0.22$0.23$0.24$0.23$0.24$0.28$0.32$0.30$0.62$3.13
2018$0.00$0.19$0.19$0.23$0.24$0.25$0.25$0.23$0.24$0.22$0.26$1.03$3.32
2017$0.00$0.15$0.15$0.10$0.10$0.19$0.19$0.20$0.20$0.19$0.18$0.46$2.09
2016$0.00$0.21$0.16$0.16$0.14$0.14$0.17$0.17$0.14$0.14$0.14$0.29$1.86
2015$0.12$0.07$0.08$0.10$0.11$0.12$0.12$0.15$0.19$0.00$0.22$1.63$2.91
2014$0.04$0.07$0.07$0.02$0.05$0.05$0.10$0.10$0.13$0.17$0.86$1.67

Drawdowns

Drawdowns Chart

The Drawdowns chart displays portfolio losses from any high point along the way. Drawdowns are calculated considering price movements and all distributions paid, if any.


-8.00%-6.00%-4.00%-2.00%0.00%JuneJulyAugustSeptemberOctoberNovember
-0.27%
-1.40%
LDUR (PIMCO Enhanced Low Duration Active ETF)
Benchmark (^GSPC)

Worst Drawdowns

The table below displays the maximum drawdowns of the PIMCO Enhanced Low Duration Active ETF. A maximum drawdown is a measure of risk, indicating the largest reduction in portfolio value due to a series of losing trades.

The maximum drawdown for the PIMCO Enhanced Low Duration Active ETF was 8.68%, occurring on Mar 26, 2020. Recovery took 63 trading sessions.

The current PIMCO Enhanced Low Duration Active ETF drawdown is 0.27%.


Depth

Start

To Bottom

Bottom

To Recover

End

Total

-8.68%Mar 10, 202013Mar 26, 202063Jun 25, 202076
-6.75%Oct 4, 2021278Nov 8, 2022286Dec 29, 2023564
-1.97%Nov 30, 201551Feb 12, 201627Mar 23, 201678
-1.02%May 28, 201585Sep 30, 201525Nov 5, 2015110
-0.91%Oct 14, 201436Dec 24, 201412Jan 27, 201548

Volatility

Volatility Chart

The current PIMCO Enhanced Low Duration Active ETF volatility is 0.53%, representing the average percentage change in the investments's value, either up or down over the past month. The chart below shows the rolling one-month volatility.


0.00%1.00%2.00%3.00%4.00%5.00%6.00%JuneJulyAugustSeptemberOctoberNovember
0.53%
4.07%
LDUR (PIMCO Enhanced Low Duration Active ETF)
Benchmark (^GSPC)